Jozsa, M and Petreczky, M and Kanat Camlibel, M (2018) *Relationship between Granger Noncausality and Network Graph of State-Space Representations.* IEEE Transactions on Automatic Control, 64. pp. 912-927. ISSN 0018-9286

## Abstract

The goal of this paper is to explore the relationship between the network graph of a state-space representation of an observed process and the causal relations among the components of that process. We will show that the existence of a linear time-invariant state-space representation, with its network graph being the star graph, is equivalent to (conditional) Granger noncausal relations among the components of the output process. Granger noncausality is a statistical concept, which applies to arbitrary processes and does not depend on the representation of the process. That is, we relate intrinsic properties of a process with the network graph of its state-space representations.

Item Type: | Article |
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Subjects: | UNSPECIFIED |

Divisions: | Div F > Control |

Depositing User: | Cron Job |

Date Deposited: | 13 May 2020 21:58 |

Last Modified: | 12 Nov 2020 12:38 |

DOI: | 10.1109/TAC.2018.2832469 |